Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-14 0.519140 0.582636 0.654819 0.743836 0.851904 0.980520 1.147770
2025-09-21 0.440900 0.518360 0.612969 0.739624 0.908984 1.134375 1.469783
2025-09-28 0.384425 0.466591 0.572121 0.722143 0.938239 1.253355 1.781615
2025-10-05 0.363066 0.454234 0.577167 0.762810 1.051966 1.518742 2.421796
2025-10-12 0.353643 0.455274 0.598869 0.829142 1.218263 1.921368 3.540845
2025-10-19 0.325450 0.426235 0.572745 0.816718 1.251490 2.100529 4.330774
2025-10-26 0.305464 0.406560 0.557543 0.818325 1.308416 2.346509 5.511979
2025-11-02 0.281942 0.379289 0.527325 0.789469 1.300781 2.449862 6.390079
2025-11-09 0.257675 0.348939 0.489290 0.741748 1.246011 2.424211 6.808302
2025-11-16 0.243812 0.333453 0.473659 0.731957 1.267278 2.598273 8.290385
2025-11-23 0.239985 0.333127 0.482578 0.768214 1.395740 3.125154 12.700340
2025-11-30 0.230186 0.322534 0.473140 0.767924 1.441208 3.435439 17.014093
2025-12-07 0.218189 0.308259 0.457288 0.755295 1.460664 3.698921 22.758678
2025-12-14 0.208402 0.296952 0.445674 0.749836 1.497868 4.061615 33.224007
2025-12-21 0.197667 0.283387 0.428926 0.731515 1.497230 4.283084 45.488331
2025-12-28 0.196000 0.284834 0.439336 0.772745 1.674292 5.474066 141.350123
2026-01-04 0.197326 0.291406 0.459827 0.840267 1.960225 7.774477 7294.922765
2026-01-11 0.189143 0.280874 0.446749 0.827548 1.983974 8.506476 NaN
2026-01-18 0.183169 0.273883 0.439985 0.829166 2.059293 9.825563 NaN
2026-01-25 0.174395 0.261441 0.421586 0.799741 2.013698 10.036470 NaN
2026-02-01 0.164187 0.246019 0.396438 0.751113 1.886394 9.324622 NaN
2026-02-08 0.158564 0.238613 0.386912 0.741138 1.904874 10.157079 NaN
2026-02-15 0.157894 0.240087 0.395296 0.778074 2.121474 13.971579 NaN